+820.5%
XLB vs BHP
+5,440.3%
-4,619.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.4% | -2.9% | +1.5% | -0.2% |
| 30D | -0.4% | +3.4% | -3.8% | -1.9% |
| 3M | +2.0% | +4.1% | -2.1% | -0.4% |
| 6M | +1.8% | +20.6% | -18.8% | -7.0% |
| YTD | +16.6% | +56.1% | -39.5% | -5.0% |
| 1Y | +16.9% | +69.6% | -52.7% | -8.4% |
| 3Y | +32.6% | +78.8% | -46.3% | -0.3% |
| 5Y | +35.6% | +113.1% | -77.4% | -8.4% |
| 10Y | +160.0% | +505.9% | -345.9% | +7.4% |
| All | +820.5% | +5,440.3% | -4,619.8% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling